emoen / Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
☆533Updated 2 months ago
Alternatives and similar repositories for Machine-Learning-for-Asset-Managers:
Users that are interested in Machine-Learning-for-Asset-Managers are comparing it to the libraries listed below
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆571Updated this week
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆704Updated 7 months ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆937Updated last year
- Open sourced research notebooks by the QuantConnect team.☆586Updated 11 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆418Updated 4 months ago
- Quantitative Finance book☆619Updated last week
- Quantitative finance research tools in Python☆419Updated 2 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆581Updated 2 weeks ago
- Resources for Quantitative Finance☆745Updated 10 months ago
- Advances in Financial Machine Learning☆775Updated 2 years ago
- ☆290Updated last year
- Backtest and live trading in Python☆585Updated 10 months ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆393Updated last year
- Mostly experiments based on "Advances in financial machine learning" book☆549Updated 4 years ago
- Quantitative Finance tools☆518Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆208Updated 3 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆424Updated last year
- Top training materials in quantitative finance☆410Updated 7 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆317Updated this week
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,677Updated 6 months ago
- SABR model Python implementation☆496Updated 3 years ago
- A framework for quantitative finance In python.☆794Updated last year
- Portfolio and risk analytics in Python☆453Updated 7 months ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆360Updated 6 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆737Updated 4 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆421Updated 4 years ago
- A nimble options backtesting library for Python☆1,078Updated 9 months ago
- Learn Algorithmic Trading, Published by Packt☆871Updated 2 years ago
- ☆211Updated 7 years ago
- Python Algorithmic Trading Cookbook, published by Packt☆458Updated 2 years ago